Anic Equity¶

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Total return since start: 0.581 %¶

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Equity now: -----------------------------> 48286.05 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46084.31 Kr¶

PnL: ---------------------------------------> -2137.94 Kr¶

DD now: ---------------------------------> -7.272 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 14:52:56.742737'

Anic Portfolio¶

Today¶

Return: -0.382 %¶

This Week¶

Return: -0.382 %¶

Total¶

Return: 58.076 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -8.630000 833.850000 135.850000 19.460000 698.000040
VBG GROUP B 4 -3.860000 648.000000 40.000000 6.580000 608.000000
Stillfront Group 38 -2.620000 706.800000 20.800000 3.030000 686.000016
Tobii Dynavox 109 -1.930000 2736.450000 14.450000 0.530000 2721.999993
MEKO 13 -1.710000 1567.800000 13.800000 0.890000 1554.000006
Tietoevry 2 -2.300000 646.400000 8.400000 1.320000 638.000000
Vitec Software Group B 1 -2.090000 493.000000 8.000000 1.650000 485.000000
Nordisk Bergteknik B 130 -3.170000 4166.500000 2.500000 0.060000 4163.999970
G5 Entertainment 3 -0.840000 570.000000 -2.000000 -0.350000 572.000001
Mycronic 3 -2.700000 649.800000 -2.200000 -0.340000 651.999999
SKF A 3 -4.060000 588.600000 -4.400000 -0.740000 593.000001
ASSA ABLOY B 2 -0.860000 506.200000 -7.800000 -1.520000 514.000000
SKF B 3 -4.340000 588.000000 -8.000000 -1.340000 596.000001
Embracer Group B 14 -4.720000 676.830000 -12.170000 -1.770000 689.000004
ACQ Bure SPAC 36 0.000000 3477.600000 -12.400000 -0.360000 3489.999984
Addnode Group B 6 -3.110000 691.800000 -17.200000 -2.430000 709.000002
Avanza Bank Holding 2 -4.260000 490.400000 -20.600000 -4.030000 511.000000
Husqvarna A 7 -3.320000 611.800000 -21.200000 -3.350000 632.999997
Fastighetsbolag. Emilshus Pref 21 -1.530000 540.750000 -21.250000 -3.780000 562.000005
Loomis 6 -2.260000 2020.800000 -22.200000 -1.090000 2043.000000
Husqvarna B 7 -3.250000 612.640000 -27.360000 -4.280000 639.999997
Nordea Bank Abp 30 -3.360000 3726.000000 -37.000000 -0.980000 3762.999990
Swedbank A 3 -3.090000 578.700000 -39.300000 -6.360000 618.000000
Arion Banki SDB 61 -1.820000 657.580000 -39.420000 -5.660000 697.000030
Lagercrantz Group B 5 -2.250000 566.000000 -41.000000 -6.750000 607.000000
ITAB Shop Concept 56 -6.150000 649.600000 -41.400000 -5.990000 691.000016
Norva24 Group 12 -1.890000 360.960000 -46.290000 -11.370000 407.250000
Collector Bank 29 -6.590000 1187.550000 -46.450000 -3.760000 1233.999996
Rejlers B 6 -4.160000 912.000000 -50.000000 -5.200000 961.999998
Dustin Group 18 -4.440000 612.000000 -58.000000 -8.660000 669.999996
Mips 1 -2.630000 470.900000 -58.100000 -10.980000 529.000000
AFRY 3 -3.140000 517.500000 -77.500000 -13.030000 594.999999
Viaplay Group B 4 -5.620000 946.400000 -90.600000 -8.740000 1037.000000
Fastighetsbolaget Emilshus B 23 5.320000 569.020000 -125.980000 -18.130000 694.999993
RVRC Holding 17 -3.530000 548.080000 -134.920000 -19.750000 683.000007
Beijer Alma B 9 -3.380000 1800.000000 -154.000000 -7.880000 1953.999999
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 0.000000 695.200000 -297.800000 -29.990000 992.999997
Camurus 16 -3.140000 3548.800000 -589.200000 -14.240000 4138.000000
TOTAL 46084.310000 -2137.940000 -7.27153% 48222.250041

Updated:¶

'2023-03-13 14:53:10.372425'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶